+36.0%
TSM vs HBM
+47.3%
-11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -3.5% |
| 7D | -10.0% | -5.8% | -4.1% | -8.1% |
| 30D | -18.5% | -18.5% | 0.0% | -13.0% |
| 3M | -4.9% | -10.3% | +5.4% | -2.0% |
| 6M | -1.0% | +2.1% | -3.1% | -2.8% |
| YTD | +31.3% | +12.0% | +19.2% | +25.0% |
| 1Y | +36.0% | +49.8% | -13.7% | +17.8% |
| All | +36.0% | +47.3% | -11.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling